+6.4%
EW vs PL
+28.1%
-21.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | +0.7% |
| 7D | +11.0% | -6.8% | +17.8% | +11.4% |
| 30D | +19.1% | -29.3% | +48.4% | +21.3% |
| 3M | +14.4% | -44.8% | +59.1% | +18.1% |
| 6M | +22.8% | -68.4% | +91.1% | +30.1% |
| YTD | +19.8% | -36.4% | +56.2% | +19.6% |
| 1Y | +23.9% | +0.7% | +23.2% | +18.9% |
| 3Y | +52.2% | +455.3% | -403.1% | +16.4% |
| 5Y | -13.9% | +22.7% | -36.6% | -26.4% |
| All | +6.4% | +28.1% | -21.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling